-83.6%
IOVA vs ABCL
-79.5%
-4.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -0.4% |
| 7D | +1.9% | +12.4% | -10.5% | -2.5% |
| 30D | -44.1% | -0.4% | -43.8% | -43.4% |
| 3M | +28.9% | +80.4% | -51.5% | +1.5% |
| 6M | +125.7% | +138.5% | -12.9% | +56.9% |
| YTD | +199.3% | +265.5% | -66.2% | +73.6% |
| 1Y | +255.2% | +219.7% | +35.5% | +116.4% |
| 3Y | +106.8% | +209.4% | -102.6% | +16.2% |
| 5Y | -67.1% | -15.0% | -52.0% | -75.3% |
| All | -83.6% | -79.5% | -4.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling